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It would help if you provided the XML structure and the filter parameter. But to give you an idea, lets your xml looks similar to this:
<states>
<state abbr="CA" name="California">Hi</state>
<state abbr="OR" name="Oregon">Bye</state>
</states>
and you want to get only California's data, then you would do it as follows:
var dsStates1 = new Spry.Data.XMLDataSet("states.xml", "/states/state[@abbr='CA']");